+80.9%
TFC vs AG
+64.1%
+16.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.7% | +0.1% |
| 7D | +1.7% | +6.0% | -4.2% | +1.5% |
| 30D | +9.0% | -13.5% | +22.5% | +9.5% |
| 3M | -2.1% | -20.7% | +18.6% | -1.4% |
| 6M | +3.4% | -31.5% | +34.9% | +4.4% |
| YTD | +5.3% | -10.1% | +15.4% | +4.8% |
| 1Y | +16.2% | +26.0% | -9.8% | +14.0% |
| 3Y | +94.8% | +228.9% | -134.1% | +81.7% |
| 5Y | -0.7% | +8.7% | -9.3% | -5.0% |
| 10Y | +80.9% | +71.9% | +9.0% | +72.2% |
| All | +80.9% | +64.1% | +16.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling